CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 0.7720 0.7740 0.0020 0.3% 0.7641
High 0.7738 0.7746 0.0008 0.1% 0.7710
Low 0.7704 0.7732 0.0028 0.4% 0.7639
Close 0.7735 0.7743 0.0009 0.1% 0.7704
Range 0.0035 0.0015 -0.0020 -58.0% 0.0071
ATR 0.0031 0.0030 -0.0001 -3.8% 0.0000
Volume 15 10 -5 -33.3% 66
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7784 0.7778 0.7751
R3 0.7769 0.7763 0.7747
R2 0.7755 0.7755 0.7746
R1 0.7749 0.7749 0.7744 0.7752
PP 0.7740 0.7740 0.7740 0.7742
S1 0.7734 0.7734 0.7742 0.7737
S2 0.7726 0.7726 0.7740
S3 0.7711 0.7720 0.7739
S4 0.7697 0.7705 0.7735
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7896 0.7870 0.7743
R3 0.7825 0.7800 0.7723
R2 0.7755 0.7755 0.7717
R1 0.7729 0.7729 0.7710 0.7742
PP 0.7684 0.7684 0.7684 0.7691
S1 0.7659 0.7659 0.7698 0.7672
S2 0.7614 0.7614 0.7691
S3 0.7543 0.7588 0.7685
S4 0.7473 0.7518 0.7665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7746 0.7684 0.0062 0.8% 0.0025 0.3% 95% True False 7
10 0.7746 0.7631 0.0116 1.5% 0.0029 0.4% 97% True False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7808
2.618 0.7784
1.618 0.7769
1.000 0.7761
0.618 0.7755
HIGH 0.7746
0.618 0.7740
0.500 0.7739
0.382 0.7737
LOW 0.7732
0.618 0.7723
1.000 0.7717
1.618 0.7708
2.618 0.7694
4.250 0.7670
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 0.7742 0.7736
PP 0.7740 0.7729
S1 0.7739 0.7722

These figures are updated between 7pm and 10pm EST after a trading day.

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